Saturday, August 13, 2016

Market Data: Week Ending August 12, 2016

Market Index12/31/20158/12/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,576.4732.946.61%
S&P 500 Index2,043.942,184.051.186.85%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.51%-0.08%-33.48%
5 yr T-note Yld1.76%1.10%-0.03%-37.50%
5 yr TIPS - 'Real' Yld0.45%-0.19%0.01%-142.22%
Implied 5 yr Inflation %1.31%1.29%-0.04%-1.53%
2 yr T-note Yld1.06%0.71%-0.01%-33.02%
2-10 Yr Slope1.21%0.80%-0.07%-33.88%
90 day T-bill Yld0.16%0.29%0.01%81.25%
Gold ($/oz)$1,060.50$1,343.20-$1.2026.66%
WTI Oil ($/brl)$37.07$44.49$2.6920.02%
VIX "Worry Index"18.2111.550.16-36.57%
NYSE Bullish % Index44.8969.480.0024.59
Credit Data12/31/20158/12/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.10%-0.07%-7.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)3079080760